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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/151977
Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
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Abstract
A general way of constructing classes of goodness-of-fit tests for
multivariate samples is presented. These tests are based on a random
signed measure that plays the same role as the empirical process in the
construction of the classical Kolmogorov-Smirnov tests. The resulting
tests are consistent against any fixed alternative, and, for each sequence
of contiguous alternatives, a test in each class can be chosen so as to
optimize the discrimination of those alternatives.
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Preprint enviat per a la seva publicació en una revista científica: The Annals of Statistics. Volume 25, Number 6 (1997), 2388-2409. [https://projecteuclid.org/euclid.aos/1030741078]
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CABAÑA, Alejandra and CABAÑA, E. M. Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions. [consulted: 13 of August of 2026]. Available at: https://hdl.handle.net/2445/151977